| 随机利率下全连续式增额寿险模型的责任准备金 |
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| 引用本文： | 魏静,王永茂.随机利率下全连续式增额寿险模型的责任准备金[J].燕山大学学报,2006,30(2):122-124. |
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| 作者姓名： | 魏静 王永茂 |
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| 作者单位： | 燕山大学,理学院,河北,秦皇岛,066004 |
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| 摘 要： | 以即时给付的一类增额寿险为研究对象，对利率的随机性采用反射布朗运动建模，在保证利率恒正的情况下，给出连续缴费模式下时刻s时责任准备金的一般表达式。
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| 关 键 词： | 随机利率 增额寿险 责任准备金 反射布朗运动 |
| 文章编号： | 1007-791X(2006)02-0122-03 |
| 修稿时间： | 2005年4月13日 |
Reserve of continuous increasing life insurance under random interest rate |
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| WEI Jing,WANG Yong-mao.Reserve of continuous increasing life insurance under random interest rate[J].Journal of Yanshan University,2006,30(2):122-124. |
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| Authors: | WEI Jing WANG Yong-mao |
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| Abstract: | In this paper, it concerns on an increasing life insurance model with the death benefit is actually paid at soon at the insured dies. The model for stochastic interest rate by Reflected Brownian motion which ensures the interest rate is always positive is established, and the common expression of reserve in the end of s years with continuous premium is given. |
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| Keywords: | random interest rate increasing life insurance reserve reflected Brownian motion |
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